Pages that link to "Item:Q1584582"

The following pages link to The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582):

Displaying 50 items.

• On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
• The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592) (← links)
• Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
• On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
• Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
• Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
• On asymptotics of deficit distribution and its moments at the time of ruin (Q619344) (← links)
• On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500) (← links)
• On the Gerber-Shiu function and change of measure (Q659175) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• An algebraic operator approach to the analysis of Gerber-Shiu functions (Q659180) (← links)
• An insurance risk model with stochastic volatility (Q659182) (← links)
• Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
• The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (Q817285) (← links)
• On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
• Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process (Q861406) (← links)
• A note on a class of delayed renewal risk processes (Q868319) (← links)
• Some ruin problems for the MAP risk model (Q896202) (← links)
• On the expected discounted penalty function for the continuous-time compound binomial risk model (Q951197) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• On ruin for the Erlang \((n)\) risk process (Q977146) (← links)
• On the discounted penalty function in the renewal risk model with general interclaim times (Q997079) (← links)
• Approximations for the moments of ruin time in the compound Poisson model (Q998281) (← links)
• Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
• On the time to ruin for Erlang(2) risk processes. (Q1413289) (← links)
• Some characteristics of a surplus process in the presence of an upper barrier. (Q1413315) (← links)
• On the expected discounted penalty function at ruin of a surplus process with interest. (Q1413325) (← links)
• Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← links)
• The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337) (← links)
• How many claims does it take to get ruined and recovered? (Q1413355) (← links)
• On the moments of the surplus process perturbed by diffusion. (Q1413363) (← links)
• The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (Q1413408) (← links)
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
• Symbolic calculation of the moments of the time of ruin. (Q1430676) (← links)
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
• Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
• Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297) (← links)
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
• On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723) (← links)
• Analysis of a defective renewal equation arising in ruin theory (Q1962817) (← links)
• A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
• Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
• More for less insurance model: an alternative to (re)insurance (Q2096393) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• Lundberg-type bounds and asymptotics for the moments of the time to ruin (Q2270189) (← links)
• An application of fractional differential equations to risk theory (Q2274229) (← links)
• Fourier-cosine method for Gerber-Shiu functions (Q2347108) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)